RDMIX vs. ASGM

Last updated Jun 26, 2026

RDMIX (Rational/ReSolve Adaptive Asset Allocation Fund) and ASGM (Virtus AlphaSimplex Global Macro ETF) are both funds - RDMIX is a Macro Trading fund managed by Rational Funds, while ASGM is a Tactical Allocation fund actively managed by Virtus. A 0.57 correlation means they provide meaningful diversification when combined. RDMIX charges 1.97%/yr vs 0.86%/yr for ASGM.

Performance

RDMIX vs. ASGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Virtus AlphaSimplex Global Macro ETF (ASGM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RDMIX achieves a 12.33% return, which is significantly lower than ASGM's 16.47% return.

RDMIX

• 1D: 0.42%
• 1M: 0.89%
• YTD: 12.33%
• 6M: 11.76%
• 1Y: 24.01%
• 3Y*: 8.70%
• 5Y*: 5.48%
• 10Y*: 4.89%

ASGM

• 1D: 0.39%
• 1M: -3.32%
• YTD: 16.47%
• 6M: 15.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RDMIX vs. ASGM - Yearly Performance Comparison

	2026 (YTD)	2025
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	12.33%	7.56%
ASGM Virtus AlphaSimplex Global Macro ETF	16.47%	11.08%

Correlation

The correlation between RDMIX and ASGM is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 5, 2025	0.57

Return for Risk

RDMIX vs. ASGM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RDMIX

RDMIX Risk / Return Rank: 77
RDMIX Sharpe Ratio Rank: 78
RDMIX Sortino Ratio Rank: 76
RDMIX Omega Ratio Rank: 73
RDMIX Calmar Ratio Rank: 90
RDMIX Martin Ratio Rank: 68

ASGM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RDMIX vs. ASGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Virtus AlphaSimplex Global Macro ETF (ASGM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RDMIX	ASGM	Difference
Sharpe ratio: Return per unit of total volatility	2.19	—	—
Sortino ratio: Return per unit of downside risk	3.05	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	4.04	—	—
Martin ratio: Return relative to average drawdown	11.10	—	—

Drawdowns

RDMIX vs. ASGM - Drawdown Comparison

The maximum RDMIX drawdown since its inception was -31.57%, which is greater than ASGM's maximum drawdown of -6.62%. Use the drawdown chart below to compare losses from any high point for RDMIX and ASGM.

Drawdown Indicators

	RDMIX	ASGM	Difference
Max Drawdown Largest peak-to-trough decline	-31.57%	-6.62%	-24.95%
Max Drawdown (1Y) Largest decline over 1 year	-6.10%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.96%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.92%	—	—
Current Drawdown Current decline from peak	-1.49%	-5.44%	+3.95%
Average Drawdown Average peak-to-trough decline	-8.35%	-1.38%	-6.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	—	—

Volatility

Volatility by Period

	RDMIX	ASGM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.27%	17.01%	-5.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.16%	17.01%	-5.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.31%	17.01%	-5.70%

RDMIX vs. ASGM - Expense Ratio Comparison

RDMIX has a 1.97% expense ratio, which is higher than ASGM's 0.86% expense ratio.

Dividends

RDMIX vs. ASGM - Dividend Comparison

RDMIX's dividend yield for the trailing twelve months is around 0.80%, less than ASGM's 3.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASGM Virtus AlphaSimplex Global Macro ETF	3.88%	4.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	0.80%	0.90%	6.81%	10.63%	0.39%	16.40%	0.47%	15.46%	0.94%	0.07%

Frequently Asked Questions

Can I hold both RDMIX and ASGM in my portfolio?

RDMIX and ASGM have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.